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Question #52 (10 points) XYZ stock is currently trading at $77.75 per share. European put options on the stock, with a strike price of $75,

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Question #52 (10 points) XYZ stock is currently trading at $77.75 per share. European put options on the stock, with a strike price of $75, are available. The options expire in 3 months. If the risk-free rate of interest is 10%, what is the value of the put options using the Black-Scholes- Merton model? Volatility is 18%. (c) Provide the option price. (2 points)

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